NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 109.40 107.48 -1.92 -1.8% 117.05
High 110.60 108.10 -2.50 -2.3% 117.25
Low 106.52 105.13 -1.39 -1.3% 105.13
Close 107.89 106.23 -1.66 -1.5% 106.23
Range 4.08 2.97 -1.11 -27.2% 12.12
ATR 5.03 4.89 -0.15 -2.9% 0.00
Volume 247,584 264,187 16,603 6.7% 1,117,958
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 115.40 113.78 107.86
R3 112.43 110.81 107.05
R2 109.46 109.46 106.77
R1 107.84 107.84 106.50 107.17
PP 106.49 106.49 106.49 106.15
S1 104.87 104.87 105.96 104.20
S2 103.52 103.52 105.69
S3 100.55 101.90 105.41
S4 97.58 98.93 104.60
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 145.90 138.18 112.90
R3 133.78 126.06 109.56
R2 121.66 121.66 108.45
R1 113.94 113.94 107.34 111.74
PP 109.54 109.54 109.54 108.44
S1 101.82 101.82 105.12 99.62
S2 97.42 97.42 104.01
S3 85.30 89.70 102.90
S4 73.18 77.58 99.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.76 105.13 13.63 12.8% 5.14 4.8% 8% False True 278,056
10 121.86 105.13 16.73 15.7% 5.17 4.9% 7% False True 272,673
20 122.04 105.13 16.91 15.9% 4.84 4.6% 7% False True 218,305
40 148.13 105.13 43.00 40.5% 4.96 4.7% 3% False True 141,080
60 148.13 105.13 43.00 40.5% 4.76 4.5% 3% False True 103,340
80 148.13 105.13 43.00 40.5% 4.78 4.5% 3% False True 83,267
100 148.13 105.13 43.00 40.5% 4.39 4.1% 3% False True 67,994
120 148.13 96.67 51.46 48.4% 4.02 3.8% 19% False False 57,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120.72
2.618 115.88
1.618 112.91
1.000 111.07
0.618 109.94
HIGH 108.10
0.618 106.97
0.500 106.62
0.382 106.26
LOW 105.13
0.618 103.29
1.000 102.16
1.618 100.32
2.618 97.35
4.250 92.51
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 106.62 107.87
PP 106.49 107.32
S1 106.36 106.78

These figures are updated between 7pm and 10pm EST after a trading day.

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